Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.708 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52170.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48022.6 Kr¶

PnL: ---------------------------------------> -909.4 Kr¶

DD now: ---------------------------------> -1.788 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:57:13.798940'

Anic Portfolio¶

Today¶

Return: -0.183 %¶

This Week¶

Return: -0.278 %¶

Total portfolio value¶

Return including deposits: 70.793 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -2.050000 2259.250000 80.250000 3.680000 2179.000005
BHG Group 49 2.690000 711.970000 72.970000 11.420000 638.999984
Embracer Group B 26 1.810000 730.080000 68.080000 10.280000 661.999988
Vitrolife 3 -0.170000 723.000000 46.000000 6.790000 677.000001
Xvivo Perfusion 3 0.680000 886.500000 41.500000 4.910000 845.000001
Biotage 4 0.880000 638.400000 35.400000 5.870000 603.000000
SynAct Pharma 9 1.220000 669.600000 24.600000 3.810000 645.000003
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Profoto Holding 7 2.380000 602.000000 20.000000 3.440000 581.999999
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Sdiptech B 3 0.070000 825.600000 3.600000 0.440000 822.000000
Volati 5 -0.700000 568.000000 -6.000000 -1.050000 574.000000
Latour B 2 -0.810000 441.400000 -7.600000 -1.690000 449.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Fortnox 10 1.420000 658.000000 -10.000000 -1.500000 668.000000
NCC B 7 -0.220000 644.000000 -10.000000 -1.530000 653.999997
Investor B 3 -0.300000 645.450000 -12.550000 -1.910000 657.999999
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
BONESUPPORT HOLDING 10 -0.660000 1206.000000 -18.000000 -1.470000 1224.000000
Nolato B 12 0.190000 628.200000 -19.800000 -3.060000 648.000000
SCA A 4 -1.910000 575.200000 -23.800000 -3.970000 599.000000
Indutrade 5 -0.230000 1296.000000 -24.000000 -1.820000 1320.000000
Gaming Innovation Group 161 0.000000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.060000 551.600000 -59.400000 -9.720000 610.999998
Investor A 16 -0.190000 3435.200000 -109.800000 -3.100000 3545.000000
Lundin Gold 7 -1.590000 863.800000 -110.200000 -11.310000 973.999999
Sedana Medical 135 -2.140000 4198.500000 -132.500000 -3.060000 4330.999935
New Wave B 40 -0.210000 3737.200000 -178.800000 -4.570000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 48022.600000 -909.400000 -1.78807% 48931.999868

Updated:¶

'2023-06-16 09:57:31.407786'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶